+130.2%
DK vs SPY
+20.8%
+109.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +20.3% | +0.1% | +20.2% | +20.2% |
| 3M | +51.3% | +2.0% | +49.3% | +52.0% |
| 6M | +68.0% | +13.0% | +55.0% | +76.0% |
| YTD | +146.2% | +13.5% | +132.6% | +155.1% |
| 1Y | +130.2% | +20.0% | +110.2% | +149.8% |
| All | +130.2% | +20.8% | +109.3% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling